1. The Legend of Zelda: Twilight Princess for Wii
2. Super Mario World for SNES/GBA/VC
3. The Legend of Zelda: The Wind Waker for GCN
Really, really, really good.
My favorite game of all time is on the PC though, even though there are console versions, only the PC version is good.
Infact, a lot of my favorite games are on the PC
P.S. I consider TP and TWW to be the best Zelda games BY FAR. None of the others, even though I really like them, come even close.
Top 3 favorite games: Super Mario Galaxy, The Sims 2 (PC), The Legend of Zelda: The Wind Waker